Invesco V.I. Money Market Fund

Transcription

1 Holdings Weighted Average days Weighted Average Life days Asset Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER 6,000,000 5,998,667 Barton Capital LLC (CEP-Societe Generale) 0695LBH /17/ /17/2016 SOCIETE GENERALE SA,118,000,116,909 Cedar Springs Capital Company (CEP-UBS AG) 15060XBK /19/ /19/2016 UBS AG 17,000,000 16,99,787 Gotham Funding Corp. (CEP-Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)) 3836LBR /25/ /25/2016 MITSUBISHI UFJ,000,000 3,999,022 Kells Funding LLC (CEP-FMS Wertmanagement) 8802XQH /23/ /23/2016 GERMANY (FEDERAL REPUBLIC OF) 5,000,000,997,92 Kells Funding LLC (CEP-FMS Wertmanagement) 8802WZT /1/ /1/2016 GERMANY (FEDERAL REPUBLIC OF) 6,000,000 5,999,083 Manhattan Asset Funding Co. LLC (CEP-Sumitomo Mitsui Financial Group Inc) 5627LBC /12/ /12/2016 SUMITOMO MITSUI 25,000,000 2,993,292 Manhattan Asset Funding Co. LLC (CEP-Sumitomo Mitsui Financial Group Inc) 5627LBN /22/ /22/2016 SUMITOMO MITSUI 20,000,000 19,999,178 Regency Markets No 1 LLC (CEP-HSBC Bank PLC) 7588R0B /05/ /05/2016 HSBC HOLDINGS PLC 20,000,000 19,99,267 Regency Markets No 1 LLC (CEP-HSBC Bank PLC) 7588R0BR /25/ /25/2016 HSBC HOLDINGS PLC ,000,000,996,597 Thunder Bay Funding, LLC 88603H3B /21/ /21/2016 THUNDER BAY FUNDING LLC 23,000,000 22,991,107 Victory Receivables Corp. (CEP-Bank of Tokyo-Mitsubishi Ltd(The)) 9266KC /01/ /01/2016 MITSUBISHI UFJ ,118, ,080,399 Asset-Backed Commercial Paper 1.96 ASSET-BACKED COMMERCIAL PAPER (INTEREST BEARING) 2,500,000 2,500,000 Collateralized Commercial Paper Co., LLC (CEP-JPMorgan Securities LLC) 1923EAJ /10/ /10/2016 JPMORGAN CHASE & CO 10,000,000 10,000,000 Collateralized Commercial Paper II Co., LLC (CEP-JPMorgan Securities LLC) 1923CAT /01/ /01/2016 JPMORGAN CHASE & CO 5,000,000 5,000,000 Old Line Funding, LLC 67985FAJ /0/ /0/2016 OLD LINE FUNDING LLC ,700,000 1,700,000 Thunder Bay Funding, LLC 88603KAQ /01/ /01/2016 THUNDER BAY FUNDING LLC 19,200,000 19,200,000 Asset-Backed Commercial Paper (Interest Bearing) ,318,000 15,280,399 Asset Backed Commercial Paper Total Certificate of Deposit CERTIFICATES OF DEPOSIT 2,700,000 2,700,000 Bank of Montreal 0627EEE /22/ /22/2016 BANK OF MONTREAL 1,600,000 1,600,000 Bank of Nova Scotia 0617HX /09/ /09/2016 BANK OF NOVA SCOTIA Page 1 of 6

2 Holdings Certificate of Deposit CERTIFICATES OF DEPOSIT 30,000,000 30,000,000 Credit Industriel et Commercial 22536TZL /02/ /02/2016 CAISSE FEDERALE DE CREDIT MUTUEL 30,000,000 30,000,000 KBC BANK NV (NEW YORK BRANCH) 823T06C /02/ /02/2016 KBC GROEP NV 20,000,000 20,000,000 Norinchukin Bank (The) 65602TH /02/ /02/2016 NORINCHUKIN BANK/THE 10,000,000 10,000,000 Rabobank Nederland 2168BC /0/ /0/2016 COOPERATIEVE RABOBANK UA 2,000,000 2,000,000 Royal Bank of Canada 78009NVM /08/ /08/2016 ROYAL BANK OF CANADA 2,000,000 2,000,000 Royal Bank of Canada 78009NWF /03/2016 0/0/2016 ROYAL BANK OF CANADA ,900,000 3,900,563 Standard Chartered Bank 85325B6B /26/ /26/2016 STANDARD CHARTERED 0.3 PLC 15,000,000 15,000,000 Standard Chartered Bank 85325TDN /08/ /08/2016 STANDARD CHARTERED 1.66 PLC 117,200, ,200,563 Certificates of Deposit TIME DEPOSITS 13,000,000 13,000,000 BNP Paribas SA BIV230GK /01/ /01/2016 BNP PARIBAS SA 3,000,000 3,000,000 DNB Bank ASA BIV230G /01/ /01/2016 DNB ASA 1,000,000 1,000,000 Nordea Bank Finland PLC BIV230FY /01/ /01/2016 NORDEA BANK AB ,000,000 3,000,000 Skandinaviska Enskilda Banken AB BIV230X /01/ /01/2016 SKANDINAVISKA ENSKILDA BANKEN AB 3,000,000 3,000,000 Svenska Handelsbanken AB BIV230GL /01/ /01/2016 SVENSKA HANDELSBANKEN AB 183,000, ,000,000 Time Deposits ,200, ,200,563 Certificate of Deposit Total Financial Company Commercial Paper COMMERCIAL PAPER 30,000,000 29,999,075 BNP Paribas SA 09659BB /0/ /0/2016 BNP PARIBAS SA 20,000,000 19,999,111 DBS Bank Ltd DB /05/ /05/2016 DBS GROUP HOLDINGS LTD 2,500,000 2,99,578 Nordea Bank Finland PLC 65558FBH /17/ /17/2016 NORDEA BANK AB ,500,000 52,97,76 Commercial Paper 5.81 Page 2 of 6

3 Holdings Financial Company Commercial Paper COMMERCIAL PAPER (INTEREST BEARING) 15,000,000 15,000,000 Commonwealth Bank of Australia 20272ANF /0/ /0/2016 COMMONWEALTH BANK OF AUSTRALIA 5,000,000 5,000,000 Commonwealth Bank of Australia 20272ANH /07/ /08/2016 COMMONWEALTH BANK OF AUSTRALIA 5,000,000,999,81 Commonwealth Bank of Australia 20272AMG /13/ /22/2016 COMMONWEALTH BANK OF AUSTRALIA 25,000,000 2,999,81 Commercial Paper (Interest Bearing) ,500,000 77,97,605 Financial Company Commercial Paper Total Government Agency Repurchase Agreement REPURCHASE AGREEMENT 50,000,000 50,000,000 Citigroup Global Markets Inc. BIV230EX /01/ /01/2016 US GOVT COLL 60,000,000 60,000,000 Merrill Lynch Pierce Fenner & Smith, Inc. BIV230EQ /01/ /01/2016 US GOVT COLL 8,988,033 8,988,033 Wells Fargo Bank, N.A. BIV230F /01/ /01/2016 US GOVT COLL ,988, ,988,033 Repurchase Agreement ,988, ,988,033 Government Agency Repurchase Agreement Total Government/Agency Debt AGENCY FLOATER 12,000,000 11,999,970 Federal Farm Credit Bank 3133EFWM /25/ /25/2016 FEDERAL FARM CREDIT 3,000,000 2,995,99 Federal Farm Credit Bank 3133EDMX /05/ /05/2016 FEDERAL FARM CREDIT 8,000,000 7,988,622 Federal Farm Credit Bank 3133EDTT /29/ /29/2016 FEDERAL FARM CREDIT 5,000,000,991,9 Federal Farm Credit Bank 3133EENY /13/ /16/2016 FEDERAL FARM CREDIT 7,000,000 6,98,713 Federal Farm Credit Bank 3133EFKX /22/ /22/2016 FEDERAL FARM CREDIT 12,000,000 12,000,000 Federal Home Loan Bank 3130A75S /23/ /23/2016 FEDERAL HOME LOAN BANKS 2,00,000 2,396,601 Federal Home Loan Mortgage Corp. 313G72G5 0/20/ /22/2016 FEDERAL HOME LOAN MORTGAGE CORPORATION Page 3 of 6

4 Holdings Government/Agency Debt AGENCY FLOATER 12,000,000 11,998,187 Federal Home Loan Mortgage Corp. 313G8HY /21/ /22/2016 FEDERAL HOME LOAN MORTGAGE CORPORATION 5,000,000 5,000,000 Overseas Private Investment Corp ZZ /05/ /05/2016 UNITED STATES OF AMERICA 66,00,000 66,355,91 Agency Floater ,00,000 66,355,91 Government/Agency Debt Total Other Commercial Paper COMMERCIAL PAPER 600, ,838 Kreditanstalt fur Wiederaufbau 826TBS /26/ /26/2016 GERMANY (FEDERAL REPUBLIC OF) 600, ,838 Commercial Paper , ,838 Other Commercial Paper Total Other Note CORPORATE BONDS 700, ,000 Bank of Nova Scotia 0617H6S /30/ /01/2016 BANK OF NOVA SCOTIA , ,000 Corporate Bonds 0.08 MEDIUM TERM NOTES 3,000,000 3,000,000 Wells Fargo Bank, N.A. 9985HR /31/ /21/2016 WELLS FARGO & COMPANY 3,000,000 3,000,000 Medium Term Notes ,700,000 3,700,000 Other Note Total Other Repurchase Agreement REPURCHASE AGREEMENT - TERM 5,000,000 5,000,000 Citigroup Global Markets Inc. BIV20FSP /29/ /01/2016 CITIGROUP INC 20,000,000 20,000,000 RBC Capital Markets Corp. BIV22WSB /26/ /26/2016 ROYAL BANK OF CANADA 25,000,000 25,000,000 Repurchase Agreement - Term 2.77 Page of 6

5 Holdings 25,000,000 25,000,000 Other Repurchase Agreement Total 2.77 Treasury Debt US TREASURY BILLS 27,000,000 26,977,77 U.S. Treasury HN /05/ /05/2016 UNITED STATES OF AMERICA 27,000,000 26,977,77 US Treasury Bills ,000,000 26,977,77 Treasury Debt Total Treasury Repurchase Agreement REPURCHASE AGREEMENT 0,000,000 0,000,000 Merrill Lynch Pierce Fenner & Smith, Inc. BIV230EJ /01/ /01/2016 US TREASURY COLLATERAL 0,000,000 0,000,000 Societe Generale BIV230EN /01/ /01/2016 US TREASURY COLLATERAL 80,000,000 80,000,000 Repurchase Agreement ,000,000 80,000,000 Treasury Repurchase Agreement Total Variable Rate Demand Note TAXABLE VARIABLE-RATE NOTES 3,310,000 3,310,000 Benjamin Rose Institute (The) (Kethley House); Series 2005, VRD Taxable Notes AA /05/ /0/2016 JPMORGAN CHASE & CO (LOC-JPMorgan Chase Bank, N.A.) 3,620,000 3,620,000 Keep Memory Alive; Series 2013, VRD Taxable (LOC-PNC Bank N.A.) 8737AA /05/ /05/2016 PNC FINANCIAL SERVICES GROUP INC (THE) 2,060,000 2,060,000 M3 Realty, LLC; Series 2007, VRD RN (LOC-General Electric Capital Corp.) 6275QAA /05/ /0/2016 GENERAL ELECTRIC CO ,990,000 8,990,000 Taxable Variable-Rate Notes 1.00 VARIABLE RATE DEMAND NOTES 00,000 00,000 Hamilton (County of), Ohio (Children's Hospital Medical Center); Series 1997 A, VRD Hospital 07272D /05/ /05/2016 PNC FINANCIAL Facilities RB (LOC-PNC Bank, N.A.) SERVICES GROUP INC (THE) 0.0 Page 5 of 6

6 Holdings Variable Rate Demand Note 00,000 00,000 Variable Rate Demand Notes 0.0 9,390,000 9,390,000 Variable Rate Demand Note Total ,096, ,989,06 GRAND TOTAL To access the most recent 12 months of publicly available information filed by the fund with the Securities and Exchange Commission, please click on the following link: Form N-MFP: Invesco V.I. Money Market Fund An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to preserve the value of an investment at $1.00 per share, it is possible to lose money by investing in the Fund. For more information about the V.I. Money Market Fund, please contact our Global Liquidity Sales Consultants at , Option 2 or visit invesco.com/us. All data provided by Invesco unless otherwise noted. * Multi Credit Enhancement Providers (CEP) - 100% CEP rated minimum A-1/P-1/F-1 or comparable long term rating. # Open security with one-day demand. 1 method of valuation means the method of calculating an investment company's net asset value where portfolio securities are valued at the fund's acquisition cost as adjusted for amortization of premium or accretion of discount rather than their value based on current market factors. 2 CUSIPs may include other unique identifiers, such as the central index key (CIK). 3 Past performance is no guarantee to future results. The security yield is not an indication of fund performance. Securities may include features including but not limited to a prerefunding, demand feature or put option. For US use only. composition is subject to change. The list of portfolio holdings is as of the date shown and may not represent current or future portfolio composition. This portfolio data has not been audited or adjusted for certain financial statement reclassifications. An audit could potentially result in adjustments to this data. The following attributes, if applicable, are available upon request: issuer, short-term ratings for S&P, Moody s, Fitch Ratings and the Dominion Bond Rating Service (DBRS ), long-term ratings for S&P, Moody s and Fitch Ratings, industry and exposure to underlying asset class. The Invesco variable insurance funds are used solely as investment vehicles by insurance company separate accounts to fund variable annuity contracts and variable life insurance policies. Shares of the funds cannot be purchased directly. Expenses and fees are determined by the offering insurance company and will vary. does not offer any variable products. Consider the investment objectives, risks, and charges and expenses carefully. For product and underlying fund prospectuses containing this and other information for any variable annuity or variable life product that invests in the Invesco variable insurance funds, contact the offering insurance company. Not all funds and classes are available in all products. Investors should read the prospectuses carefully before investing. Page 6 of 6